+150.5%
GOOGL vs PWR
+206.3%
-55.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.6% |
| 7D | +1.1% | +4.5% | -3.5% | +0.1% |
| 30D | -4.4% | -4.9% | +0.4% | -3.5% |
| 3M | -6.8% | -7.9% | +1.1% | -5.6% |
| 6M | +13.6% | +18.3% | -4.8% | +7.3% |
| YTD | +8.3% | +51.5% | -43.2% | -4.4% |
| 1Y | +44.9% | +70.3% | -25.4% | +23.8% |
| 3Y | +150.5% | +210.6% | -60.1% | +89.9% |
| All | +150.5% | +206.3% | -55.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling